-1.2%
KWEB vs LII
-1.0%
-0.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.9% |
| 7D | -3.6% | +0.5% | -4.1% | -3.6% |
| 30D | -14.9% | -11.2% | -3.7% | -13.4% |
| 3M | -5.4% | -28.8% | +23.4% | -1.5% |
| 6M | -18.9% | -26.9% | +8.1% | -16.3% |
| YTD | -27.2% | -22.2% | -5.0% | -25.9% |
| 1Y | -34.2% | -32.0% | -2.3% | -31.5% |
| All | -1.2% | -1.0% | -0.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling